+667.4%
NFLX vs AMGN
+210.3%
+457.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | -8.1% | -13.9% | +5.8% | -3.4% |
| 30D | +1.6% | -7.1% | +8.8% | +4.0% |
| 3M | -7.3% | +13.9% | -21.2% | -11.7% |
| 6M | -21.6% | +3.2% | -24.8% | -22.9% |
| YTD | -18.9% | +19.2% | -38.2% | -24.5% |
| 1Y | -39.1% | +41.1% | -80.2% | -46.9% |
| 3Y | +71.7% | +61.3% | +10.4% | +35.2% |
| 5Y | +27.0% | +109.1% | -82.1% | -13.3% |
| All | +667.4% | +210.3% | +457.1% | +359.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling